Invesco RAFI Developed Markets ex-US ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.69% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5115 | 6.23 | |
| 0.1305 | 7.37 | |
| 0.8378 | 48.23 | |
| -0.0236 | -1.75 | |
| 0.0562 | 2.79 | |
| -0.0427 | -4.15 |
Estimation Period:
Jun 25, 2007 to Feb 6, 2026
Jun 25, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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